English grammar, in English songs, is very often incorrect.
It is incorrect to use two negatives, such as 'do not' and 'no' in the same sentence.
Double negatives = positive (similar to mathematics)
For example:
- I do NOT have NO money... That means that I DO HAVE some money.
- I do NOT think the answer is NO... That means I think the answer is yes.
In a song, there are a specific number of notes to sing.
So, singing 'no money' is equal to 3 syllables = 3 notes
- They don't need no friend = 5 syllables = 5 notes...
so if they sang "They don't need any friends" (correct grammar) = 6 syllables = 6 notes
Also, double negatives are often used as a slang expression just to emphasis both negatives, but it is incorrect grammar.
My suggestion: do not try to learn proper grammar from a song.